-90.1%
NAMI vs SPY
+12.1%
-102.2%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +5.9% | +5.6% |
| 7D | -2.3% | +2.6% | -4.9% | -2.8% |
| 30D | -10.5% | -2.0% | -8.5% | -10.0% |
| 3M | -50.4% | -2.8% | -47.7% | -49.3% |
| 6M | -81.1% | +2.1% | -83.2% | -80.9% |
| YTD | -91.0% | +11.5% | -102.5% | -90.5% |
| 1Y | -90.1% | +13.5% | -103.6% | -89.5% |
| All | -90.1% | +12.1% | -102.2% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling